A Dual Approach to Multidimensional $L_p$ Spectral Estimation Problems

DOI10.1137/0326053zbMath0672.93068OpenAlexW2080537549MaRDI QIDQ3826458

Marc Teboulle, Aharon Ben-Tal, Jonathan M. Borwein

Publication date: 1988

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0326053

zbMATH Keywords

maximum entropyconstraint qualificationmoment problemsinfinite-dimensional convex programsmultidimensional \(L_ p\) spectral estimationunconstrained Lagrangian dual problem

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15) Convex programming (90C25) Applications of mathematical programming (90C90) Estimation and detection in stochastic control theory (93E10) Duality theory (optimization) (49N15) Methods of successive quadratic programming type (90C55)

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